market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 0.50% 99.75 % 100.25 % 500,000 500,000 500,000 500,000 499,259 CHF 501,759 CHF 100.00% 100.00%
19/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 499,027 CHF 501,527 CHF 100.00% 100.00%
18/11/2024 0.50% 99.75 % 100.25 % 500,000 500,000 499,714 500,000 498,390 CHF 501,175 CHF 100.00% 100.00%
15/11/2024 0.50% 99.55 % 100.05 % 500,000 500,000 500,000 500,000 498,439 CHF 500,939 CHF 100.00% 100.00%
14/11/2024 0.50% 99.85 % 100.35 % 500,000 500,000 500,000 500,000 499,231 CHF 501,731 CHF 100.00% 100.00%
13/11/2024 0.50% 99.75 % 100.25 % 500,000 500,000 500,000 500,000 498,950 CHF 501,450 CHF 100.00% 100.00%
12/11/2024 0.50% 99.85 % 100.35 % 500,000 500,000 500,000 500,000 499,407 CHF 501,907 CHF 99.25% 99.25%
11/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 500,194 CHF 502,694 CHF 100.00% 100.00%
08/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 500,128 CHF 502,628 CHF 83.12% 83.12%
07/11/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 500,281 CHF 502,781 CHF 99.90% 99.90%

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